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High-Dimensional Multivariate Linear Regression with Weighted Nuclear Norm Regularization
Journal of Computational and Graphical Statistics ( IF 2.4 ) Pub Date : 2024-03-13 , DOI: 10.1080/10618600.2024.2331020
Namjoon Suh 1 , Li-Hsiang Lin 2 , Xiaoming Huo 3
Affiliation  

We consider a low-rank matrix estimation problem when the data is assumed to be generated from the multivariate linear regression model. To induce the low-rank coefficient matrix, we employ the wei...

中文翻译:

具有加权核范数正则化的高维多元线性回归

当假设数据是从多元线性回归模型生成时,我们考虑低秩矩阵估计问题。为了导出低秩系数矩阵,我们采用了...
更新日期:2024-03-16
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